Anic Equity¶

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Total return since start: 0.705 %¶

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Equity now: -----------------------------> 52092.57 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47916.24 Kr¶

PnL: ---------------------------------------> -1010.26 Kr¶

DD now: ---------------------------------> -1.935 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 19:12:36.470593'

Anic Portfolio¶

Today¶

Return: -0.427 %¶

This Week¶

Return: -0.427 %¶

Total portfolio value¶

Return including deposits: 70.538 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.880000 2354.000000 165.000000 7.540000 2189.000000
Xvivo Perfusion 3 2.980000 882.000000 37.000000 4.380000 845.000001
Biotage 4 0.910000 624.000000 21.000000 3.480000 603.000000
Eastnine 6 -1.740000 678.000000 21.000000 3.200000 657.000000
Svolder B 35 1.700000 2192.750000 19.250000 0.890000 2173.500000
BHG Group 49 -5.700000 657.090000 18.090000 2.830000 638.999984
Vitrolife 3 2.490000 692.400000 15.400000 2.270000 677.000001
Addtech B 3 1.710000 715.200000 15.200000 2.170000 699.999999
SynAct Pharma 9 -2.400000 657.900000 12.900000 2.000000 645.000003
Embracer Group B 26 0.080000 674.570000 12.570000 1.900000 661.999988
Indutrade 5 1.370000 1328.500000 8.500000 0.640000 1320.000000
Fortnox 10 4.540000 676.400000 8.400000 1.260000 668.000000
Addnode Group B 6 1.440000 760.200000 8.200000 1.090000 751.999998
Latour B 2 1.350000 452.000000 3.000000 0.670000 449.000000
NCC B 7 -0.320000 656.600000 2.600000 0.400000 653.999997
Sdiptech B 3 -0.580000 824.400000 2.400000 0.290000 822.000000
NCC A 6 2.040000 600.000000 1.000000 0.170000 598.999998
Nolato B 12 -1.640000 647.400000 -0.600000 -0.090000 648.000000
Volati 5 -3.370000 573.000000 -1.000000 -0.170000 574.000000
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Sampo Oyj SDB 1 -0.700000 498.500000 -6.500000 -1.290000 505.000000
Investor B 3 0.490000 648.750000 -9.250000 -1.410000 657.999999
Lime Technologies 2 -1.850000 583.000000 -10.000000 -1.690000 593.000000
SCA A 4 -0.410000 588.000000 -11.000000 -1.840000 599.000000
Humana 40 2.990000 662.400000 -11.600000 -1.720000 674.000000
BONESUPPORT HOLDING 10 -1.870000 1210.000000 -14.000000 -1.140000 1224.000000
Gaming Innovation Group 161 2.590000 4145.750000 -42.250000 -1.010000 4187.999942
Lundin Gold 7 0.770000 917.000000 -57.000000 -5.850000 973.999999
Creades A 7 1.290000 548.800000 -62.200000 -10.180000 610.999998
Ambea 68 0.280000 2465.680000 -71.320000 -2.810000 2537.000032
Balco Group 39 -3.250000 1799.850000 -75.150000 -4.010000 1874.999997
Investor A 16 0.280000 3465.600000 -79.400000 -2.240000 3545.000000
New Wave B 40 -1.540000 3760.000000 -156.000000 -3.980000 3916.000000
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Sedana Medical 135 -6.700000 4133.700000 -197.300000 -4.560000 4330.999935
Bactiguard Holding B 37 -3.200000 2575.200000 -391.800000 -13.210000 2966.999993
TOTAL 47916.240000 -1010.260000 -1.93481% 48926.499863

Updated:¶

'2023-06-13 19:09:33.223652'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶